nautilus_risk/engine/
config.rs

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// -------------------------------------------------------------------------------------------------
//  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
//  https://nautechsystems.io
//
//  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
//  You may not use this file except in compliance with the License.
//  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
//
//  Unless required by applicable law or agreed to in writing, software
//  distributed under the License is distributed on an "AS IS" BASIS,
//  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
//  See the License for the specific language governing permissions and
//  limitations under the License.
// -------------------------------------------------------------------------------------------------

//! Provides a configuration for `RiskEngine` instances.

use std::collections::HashMap;

use nautilus_common::throttler::RateLimit;
use nautilus_core::datetime::NANOSECONDS_IN_SECOND;
use nautilus_model::identifiers::InstrumentId;
use rust_decimal::Decimal;

#[derive(Debug)]
/// Configuration for `RiskEngineConfig` instances.
pub struct RiskEngineConfig {
    pub bypass: bool,
    pub max_order_submit: RateLimit,
    pub max_order_modify: RateLimit,
    pub max_notional_per_order: HashMap<InstrumentId, Decimal>,
    pub debug: bool,
}

impl Default for RiskEngineConfig {
    /// Creates a new [`RiskEngineConfig`] instance.
    fn default() -> Self {
        Self {
            bypass: false,
            max_order_submit: RateLimit::new(100, NANOSECONDS_IN_SECOND),
            max_order_modify: RateLimit::new(100, NANOSECONDS_IN_SECOND),
            max_notional_per_order: HashMap::new(),
            debug: false,
        }
    }
}